Index of values


($) [Tws_prot.Pickler.Spec]
(++) [Tws_prot.Unpickler.Spec]
(++) [Tws_prot.Pickler.Spec]
(=) [Submit_order]
(=) [Response_intf.S]
(=) [Response_intf.Wrapper.S]
(=) [Raw_order]
(=) [Raw_contract]
(=) [Raw_bar]
(=) [Query_intf.S]
(=) [Order]
(=) [Contract]	Checks equality of two contracts.
(=) [Bar]	Checks two bars for equality.
__t_of_sexp__ [Tick_type]
__t_of_sexp__ [Submit_order]
__t_of_sexp__ [Tws.Market_data]
__t_of_sexp__ [Security_type]
__t_of_sexp__ [Security_id.Type]
__t_of_sexp__ [Security_id]
__t_of_sexp__ [Response.Execution.Side]
__t_of_sexp__ [Response.Order_status.State]
__t_of_sexp__ [Raw_order.Clearing_intent]
__t_of_sexp__ [Raw_order.Hedge_type]
__t_of_sexp__ [Raw_order.Reference_price_type]
__t_of_sexp__ [Raw_order.Volatility_type]
__t_of_sexp__ [Raw_order.Auction_strategy]
__t_of_sexp__ [Raw_order.Origin]
__t_of_sexp__ [Raw_order.Open_close]
__t_of_sexp__ [Raw_order.Rule80A]
__t_of_sexp__ [Raw_order.Stop_trigger_method]
__t_of_sexp__ [Raw_order.Oca_type]
__t_of_sexp__ [Raw_order.Time_in_force]
__t_of_sexp__ [Raw_order]
__t_of_sexp__ [Raw_contract]
__t_of_sexp__ [Raw_bar]
__t_of_sexp__ [Query.History.Tick_type]
__t_of_sexp__ [Query.Server_log_level.Level]
__t_of_sexp__ [Order_type]
__t_of_sexp__ [Order_action]
__t_of_sexp__ [Option_right]
__t_of_sexp__ [Exchange]
__t_of_sexp__ [Currency]
__t_of_sexp__ [Bar_span]
__t_of_sexp__ [Bar_size]
A
account_code [Submit_order.Fields]
account_code [Submit_order]
account_code [Tws]	`account_code t` returns the code of the Interactive Brokers account upon successful connection of the TWS client `t`, otherwise `None` is returned.
account_code [Response.Execution.Fields]
account_code [Response.Execution]
account_code [Response.Position.Fields]
account_code [Response.Position]
account_code [Response.Account_update.Fields]
account_code [Response.Account_update]
account_code [Raw_order.Fields]
account_code [Raw_order]
account_updates [Tws]
account_updates_exn [Tws]
action [Submit_order.Fields]
action [Submit_order]
action [Raw_order.Fields]
action [Raw_order]
algo_strategy [Submit_order.Fields]
algo_strategy [Submit_order]
algo_strategy [Raw_order.Fields]
algo_strategy [Raw_order]
all_or_none [Submit_order.Fields]
all_or_none [Submit_order]
all_or_none [Raw_order.Fields]
all_or_none [Raw_order]
ask_price [Tws.Quote.Fields]
ask_price [Tws.Quote]
ask_size [Tws.Quote.Fields]
ask_size [Tws.Quote]
auction_strategy [Submit_order.Fields]
auction_strategy [Submit_order]
auction_strategy [Raw_order.Fields]
auction_strategy [Raw_order]
average_cost [Response.Position.Fields]
average_cost [Response.Position]
average_price [Response.Execution.Fields]
average_price [Response.Execution]
avg_fill_price [Response.Order_status.Fields]
avg_fill_price [Response.Order_status]
B
bars [Response.History.Fields]
bars [Response.History]
basis_points [Raw_order.Fields]
basis_points [Raw_order]
basis_points_type [Raw_order.Fields]
basis_points_type [Raw_order]
bid_price [Tws.Quote.Fields]
bid_price [Tws.Quote]
bid_size [Tws.Quote.Fields]
bid_size [Tws.Quote]
block_order [Submit_order.Fields]
block_order [Submit_order]
block_order [Raw_order.Fields]
block_order [Raw_order]
bool [Tws_prot.Unpickler.Spec]
bool [Tws_prot.Pickler.Spec]
bools [Tws_prot.Unpickler.Spec]
bools [Tws_prot.Pickler.Spec]
buy_limit [Order]
buy_market [Order]
C
can_auto_execute [Response.Tick_price.Fields]
can_auto_execute [Response.Tick_price]
cancel [Ib.Streaming_request_without_id]
cancel [Ib.Streaming_request]	`cancel req con id` cancels the TWS data stream from the request associated with the unique identifier `id`, which was returned as part of a call to `dispatch`.
cancel_market_data [Tws]	`cancel_market_data t query_id` cancels the market data request that corresponds to the given `query_id`.
cancel_market_depth [Tws]
cancel_order_status [Tws]
cancel_quotes [Tws]
cancel_realtime_bars [Tws]
cancel_taq_data [Tws]
cancel_trades [Tws]
capture_remaining_message [Tws_prot.Unpickler.Spec]
category [Response.Contract_data.Fields]
category [Response.Contract_data]
change [Tws.Quote.Fields]
change [Tws.Quote]
cl [Response.History.Data_frame.Fields]
cl [Response.History.Data_frame]
cl [Raw_bar.Fields]
cl [Raw_bar]
cl [Bar.Fields]
cl [Bar]
clearing_account [Submit_order.Fields]
clearing_account [Submit_order]
clearing_account [Raw_order.Fields]
clearing_account [Raw_order]
clearing_intent [Submit_order.Fields]
clearing_intent [Submit_order]
clearing_intent [Raw_order.Fields]
clearing_intent [Raw_order]
client_id [Response.Execution.Fields]
client_id [Response.Execution]
client_id [Response.Order_status.Fields]
client_id [Response.Order_status]
client_version [Config]
close [Ib.Connection]
closed [Trading_times]
closed [Ib.Connection]
combine [Bar]	`combine t ~bar` combines `t` and `bar` into a new bar whose size is the sum of the sizes of these bars, e.g.
combo_legs [Raw_contract.Fields]
combo_legs [Raw_contract]
commission [Response.Commission.Fields]
commission [Response.Commission]
commissions [Tws]
common_option_calc [Raw_contract.Pickler_specs]
con_id [Submit_order.Fields]
con_id [Submit_order]
con_id [Raw_contract.Fields]
con_id [Raw_contract]
con_id [Contract]	Returns the unique contract ID or None if unknown.
connection_time [Tws]	`connection_time t` returns the time the client `t` was connected to TWS or `None` when no connection was established.
const [Tws_prot.Unpickler]
continuous_update [Submit_order.Fields]
continuous_update [Submit_order]
continuous_update [Raw_order.Fields]
continuous_update [Raw_order]
contract [Response.Execution.Fields]
contract [Response.Execution]
contract [Response.Contract_data.Fields]
contract [Response.Contract_data]
contract [Response.Position.Fields]
contract [Response.Position]
contract_data [Tws]	`contract_data t contract` returns additional information for the given the contract or an `Error`.
contract_data_exn [Tws]	Same as `contract_data`, but raises an exception in case of an `Error`.
contract_details [Tws]	The request returns a pipe containing additional information for all contracts that met the criteria specified by the given parameters.
contract_details_exn [Tws]	Same as `contract_details`, but raises an exception instead of returning an `Error`.
contract_details_query [Raw_contract.Unpickler_specs]
contract_details_query [Raw_contract.Pickler_specs]
contract_month [Response.Contract_data.Fields]
contract_month [Response.Contract_data]
corresponding_query_has_id [Send_tag]
corresponding_response_has_query_id [Recv_tag]
create [Submit_order.Fields]
create [Submit_order]
create [Tws_prot.Unpickler]
create [Tws_prot.Pickler]
create [Tws_prot.Val_type]
create [Trading_times]
create [Response.Realtime_bar]
create [Response.History]
create [Response.Book_update]
create [Response.Commission]
create [Response.Execution]
create [Response.Contract_data]
create [Response.Position]
create [Response.Account_update]
create [Response.Order_status]
create [Response.Tick_string]
create [Response.Tick_option]
create [Response.Tick_size]
create [Response.Tick_price]
create [Response.Server_time]
create [Response.Tws_error]
create [Raw_order.Fields]
create [Raw_order]
create [Raw_contract.Fields]
create [Raw_contract]
create [Raw_bar.Fields]
create [Raw_bar]
create [Query.Realtime_bars]
create [Query.History]
create [Query.Market_depth]
create [Query.Contract_details]
create [Query.Executions]
create [Query.Positions]
create [Query.Account_updates]
create [Query.Submit_order]
create [Query.Implied_volatility]
create [Query.Option_price]
create [Query.Market_data]
create [Query.Server_time]
create [Query.Server_log_level]
create [Ib.Streaming_request_without_id]
create [Ib.Streaming_request]
create [Ib.Request]
create [Ib.Header]
create [Ib.Connection]
create [Bar]	Creates a new time bar from the given arguments.
cumulative_volume [Response.Execution.Fields]
cumulative_volume [Response.Execution]
currency [Submit_order.Fields]
currency [Submit_order]
currency [Response.Commission.Fields]
currency [Response.Commission]
currency [Response.Account_update.Fields]
currency [Response.Account_update]
currency [Raw_contract.Fields]
currency [Raw_contract]
currency [Contract]	The underlying asset is traded in the returned currency.
cusip [Security_id]
D
date [Tws_prot.Unpickler.Spec]
date [Tws_prot.Pickler.Spec]
date [Trading_times]
days_to_expiry [Contract]	Returns the number of days until a futures or option contract expires
delta [Submit_order.Fields]
delta [Submit_order]
delta [Response.Tick_option.Fields]
delta [Response.Tick_option]
delta [Raw_order.Fields]
delta [Raw_order]
delta_neutral_aux_price [Submit_order.Fields]
delta_neutral_aux_price [Submit_order]
delta_neutral_aux_price [Raw_order.Fields]
delta_neutral_aux_price [Raw_order]
delta_neutral_clearing_account [Raw_order.Fields]
delta_neutral_clearing_account [Raw_order]
delta_neutral_clearing_intent [Raw_order.Fields]
delta_neutral_clearing_intent [Raw_order]
delta_neutral_contract_id [Raw_order.Fields]
delta_neutral_contract_id [Raw_order]
delta_neutral_order_type [Submit_order.Fields]
delta_neutral_order_type [Submit_order]
delta_neutral_order_type [Raw_order.Fields]
delta_neutral_order_type [Raw_order]
delta_neutral_settling_firm [Raw_order.Fields]
delta_neutral_settling_firm [Raw_order]
designated_location [Submit_order.Fields]
designated_location [Submit_order]
designated_location [Raw_order.Fields]
designated_location [Raw_order]
discretionary_amount [Submit_order.Fields]
discretionary_amount [Submit_order]
discretionary_amount [Raw_order.Fields]
discretionary_amount [Raw_order]
dispatch [Ib.Streaming_request_without_id]
dispatch [Ib.Streaming_request]
dispatch [Ib.Request]
display_size [Submit_order.Fields]
display_size [Submit_order]
display_size [Raw_order.Fields]
display_size [Raw_order]
E
electronic_trade_only [Submit_order.Fields]
electronic_trade_only [Submit_order]
electronic_trade_only [Raw_order.Fields]
electronic_trade_only [Raw_order]
empty [Tws_prot.Unpickler.Spec]
empty [Tws_prot.Pickler.Spec]
error_code [Response.Tws_error.Fields]
error_code [Response.Tws_error]
error_msg [Response.Tws_error.Fields]
error_msg [Response.Tws_error]
exchange [Submit_order.Fields]
exchange [Submit_order]
exchange [Response.Execution.Fields]
exchange [Response.Execution]
exchange [Raw_contract.Fields]
exchange [Raw_contract]
exchange [Contract]	Returns the exchange of the order destination.
exec_id [Response.Commission.Fields]
exec_id [Response.Commission]
exec_id [Response.Execution.Fields]
exec_id [Response.Execution]
execution_response [Raw_contract.Unpickler_specs]
execution_response [Raw_contract.Pickler_specs]
executions [Tws]
exemption_code [Submit_order.Fields]
exemption_code [Submit_order]
exemption_code [Raw_order.Fields]
exemption_code [Raw_order]
exists [Submit_order.Fields]
exists [Tws.Trade.Fields]
exists [Tws.Quote.Fields]
exists [Tws.Close.Fields]
exists [Response.History.Data_frame.Fields]
exists [Response.History.Fields]
exists [Response.Book_update.Fields]
exists [Response.Commission.Fields]
exists [Response.Execution.Fields]
exists [Response.Contract_data.Fields]
exists [Response.Position.Fields]
exists [Response.Account_update.Fields]
exists [Response.Order_status.Fields]
exists [Response.Tick_string.Fields]
exists [Response.Tick_option.Fields]
exists [Response.Tick_size.Fields]
exists [Response.Tick_price.Fields]
exists [Response.Tws_error.Fields]
exists [Raw_order.Fields]
exists [Raw_contract.Fields]
exists [Raw_bar.Fields]
exists [Bar.Fields]
expiry [Submit_order.Fields]
expiry [Submit_order]
expiry [Raw_contract.Fields]
expiry [Raw_contract]
expiry [Contract]	Returns the expiry date of futures and option contracts.
extended_trading_times [Response.Contract_data]
F
field_name [Raw_contract.Unpickler_specs]
field_name [Raw_bar]
fields_value [Tws_prot.Unpickler.Spec]
fields_value [Tws_prot.Pickler.Spec]
filled [Response.Order_status.Fields]
filled [Response.Order_status]
filter_executions [Tws]
filter_executions_exn [Tws]
financial_advisor_group [Submit_order.Fields]
financial_advisor_group [Submit_order]
financial_advisor_group [Raw_order.Fields]
financial_advisor_group [Raw_order]
financial_advisor_method [Submit_order.Fields]
financial_advisor_method [Submit_order]
financial_advisor_method [Raw_order.Fields]
financial_advisor_method [Raw_order]
financial_advisor_percentage [Submit_order.Fields]
financial_advisor_percentage [Submit_order]
financial_advisor_percentage [Raw_order.Fields]
financial_advisor_percentage [Raw_order]
financial_advisor_profile [Submit_order.Fields]
financial_advisor_profile [Submit_order]
financial_advisor_profile [Raw_order.Fields]
financial_advisor_profile [Raw_order]
firm_quote_only [Submit_order.Fields]
firm_quote_only [Submit_order]
firm_quote_only [Raw_order.Fields]
firm_quote_only [Raw_order]
float [Tws_prot.Unpickler.Spec]
float [Tws_prot.Pickler.Spec]
fold [Submit_order.Fields.Direct]
fold [Submit_order.Fields]
fold [Tws.Trade.Fields.Direct]
fold [Tws.Trade.Fields]
fold [Tws.Quote.Fields.Direct]
fold [Tws.Quote.Fields]
fold [Tws.Close.Fields.Direct]
fold [Tws.Close.Fields]
fold [Response.History.Data_frame.Fields.Direct]
fold [Response.History.Data_frame.Fields]
fold [Response.History.Fields.Direct]
fold [Response.History.Fields]
fold [Response.Book_update.Fields.Direct]
fold [Response.Book_update.Fields]
fold [Response.Commission.Fields.Direct]
fold [Response.Commission.Fields]
fold [Response.Execution.Fields.Direct]
fold [Response.Execution.Fields]
fold [Response.Contract_data.Fields.Direct]
fold [Response.Contract_data.Fields]
fold [Response.Position.Fields.Direct]
fold [Response.Position.Fields]
fold [Response.Account_update.Fields.Direct]
fold [Response.Account_update.Fields]
fold [Response.Order_status.Fields.Direct]
fold [Response.Order_status.Fields]
fold [Response.Tick_string.Fields.Direct]
fold [Response.Tick_string.Fields]
fold [Response.Tick_option.Fields.Direct]
fold [Response.Tick_option.Fields]
fold [Response.Tick_size.Fields.Direct]
fold [Response.Tick_size.Fields]
fold [Response.Tick_price.Fields.Direct]
fold [Response.Tick_price.Fields]
fold [Response.Tws_error.Fields.Direct]
fold [Response.Tws_error.Fields]
fold [Raw_order.Fields.Direct]
fold [Raw_order.Fields]
fold [Raw_contract.Fields.Direct]
fold [Raw_contract.Fields]
fold [Raw_bar.Fields.Direct]
fold [Raw_bar.Fields]
fold [Bar.Fields.Direct]
fold [Bar.Fields]
for_all [Submit_order.Fields]
for_all [Tws.Trade.Fields]
for_all [Tws.Quote.Fields]
for_all [Tws.Close.Fields]
for_all [Response.History.Data_frame.Fields]
for_all [Response.History.Fields]
for_all [Response.Book_update.Fields]
for_all [Response.Commission.Fields]
for_all [Response.Execution.Fields]
for_all [Response.Contract_data.Fields]
for_all [Response.Position.Fields]
for_all [Response.Account_update.Fields]
for_all [Response.Order_status.Fields]
for_all [Response.Tick_string.Fields]
for_all [Response.Tick_option.Fields]
for_all [Response.Tick_size.Fields]
for_all [Response.Tick_price.Fields]
for_all [Response.Tws_error.Fields]
for_all [Raw_order.Fields]
for_all [Raw_contract.Fields]
for_all [Raw_bar.Fields]
for_all [Bar.Fields]
forex [Contract]	Creates a new forex contract.
futures [Contract]	Creates a new futures contract.
futures_chain [Tws]	Requests a futures chain for the given contract specifications and returns the chain as a list of futures contracts or an `Error`.
futures_chain_exn [Tws]	Same as `futures_chain`, but raises an exception in case of an `Error`.
futures_option [Contract]	Creates a new futures contract.
G
gamma [Response.Tick_option.Fields]
gamma [Response.Tick_option]
good_after_date_time [Submit_order.Fields]
good_after_date_time [Submit_order]
good_after_date_time [Raw_order.Fields]
good_after_date_time [Raw_order]
good_till_date_time [Submit_order.Fields]
good_till_date_time [Submit_order]
good_till_date_time [Raw_order.Fields]
good_till_date_time [Raw_order]
H
has_gaps [Raw_bar.Fields]
has_gaps [Raw_bar]
has_gaps [Bar.Fields]
has_gaps [Bar]
hedge_parameter [Raw_order.Fields]
hedge_parameter [Raw_order]
hedge_type [Submit_order.Fields]
hedge_type [Submit_order]
hedge_type [Raw_order.Fields]
hedge_type [Raw_order]
hi [Response.History.Data_frame.Fields]
hi [Response.History.Data_frame]
hi [Raw_bar.Fields]
hi [Raw_bar]
hi [Bar.Fields]
hi [Bar]
hidden [Submit_order.Fields]
hidden [Submit_order]
hidden [Raw_order.Fields]
hidden [Raw_order]
history [Tws]
history_exn [Tws]
history_query [Raw_contract.Unpickler_specs]
history_query [Raw_contract.Pickler_specs]
I
implied_vol [Response.Tick_option.Fields]
implied_vol [Response.Tick_option]
implied_volatility [Tws]	`implied_volatility t contract option_price under_price` asks TWS to calculate the implied volatility for the given option contract based on the price of the option and the underlying.
implied_volatility_exn [Tws]	Same as `implied_volatility`, but raises an exception in case of an `Error`.
implied_volatility_query [Raw_contract.Unpickler_specs]
include_expired [Raw_contract.Fields]
include_expired [Raw_contract]
index [Contract]	Creates a new contract representing an index.
industry [Response.Contract_data.Fields]
industry [Response.Contract_data]
int [Tws_prot.Unpickler.Spec]
int [Tws_prot.Pickler.Spec]
int64 [Tws_prot.Unpickler.Spec]
int64 [Tws_prot.Pickler.Spec]
is_closed [Ib.Connection]
is_connected [Tws]	`is_connected t` checks whether the TWS client `t` is connected.
isin [Security_id]
iter [Submit_order.Fields.Direct]
iter [Submit_order.Fields]
iter [Tws.Trade.Fields.Direct]
iter [Tws.Trade.Fields]
iter [Tws.Quote.Fields.Direct]
iter [Tws.Quote.Fields]
iter [Tws.Close.Fields.Direct]
iter [Tws.Close.Fields]
iter [Response.History.Data_frame.Fields.Direct]
iter [Response.History.Data_frame.Fields]
iter [Response.History.Fields.Direct]
iter [Response.History.Fields]
iter [Response.Book_update.Fields.Direct]
iter [Response.Book_update.Fields]
iter [Response.Commission.Fields.Direct]
iter [Response.Commission.Fields]
iter [Response.Execution.Fields.Direct]
iter [Response.Execution.Fields]
iter [Response.Contract_data.Fields.Direct]
iter [Response.Contract_data.Fields]
iter [Response.Position.Fields.Direct]
iter [Response.Position.Fields]
iter [Response.Account_update.Fields.Direct]
iter [Response.Account_update.Fields]
iter [Response.Order_status.Fields.Direct]
iter [Response.Order_status.Fields]
iter [Response.Tick_string.Fields.Direct]
iter [Response.Tick_string.Fields]
iter [Response.Tick_option.Fields.Direct]
iter [Response.Tick_option.Fields]
iter [Response.Tick_size.Fields.Direct]
iter [Response.Tick_size.Fields]
iter [Response.Tick_price.Fields.Direct]
iter [Response.Tick_price.Fields]
iter [Response.Tws_error.Fields.Direct]
iter [Response.Tws_error.Fields]
iter [Raw_order.Fields.Direct]
iter [Raw_order.Fields]
iter [Raw_contract.Fields.Direct]
iter [Raw_contract.Fields]
iter [Raw_bar.Fields.Direct]
iter [Raw_bar.Fields]
iter [Bar.Fields.Direct]
iter [Bar.Fields]
K
key [Response.Account_update.Fields]
key [Response.Account_update]
L
last_fill_price [Response.Order_status.Fields]
last_fill_price [Response.Order_status]
latest_close [Tws]	`latest_close t contract` returns either the latest closing price for the given `contract` or an `Error`.
latest_close_exn [Tws]	Same as `latest_close` but raises an exception in case of an `Error`.
latest_quote [Tws]	`latest_quote t contract` returns either the latest quote for the given `contract` or an `Error`.
latest_quote_exn [Tws]	Same as `latest_quote` but raises an exception in case of an `Error`.
latest_trade [Tws]	`latest_trade t contract` returns either the latest trade for the given `contract` or an `Error`.
latest_trade_exn [Tws]	Same as `latest_trade` but raises an exception in case of an `Error`.
limit_price [Submit_order.Fields]
limit_price [Submit_order]
limit_price [Raw_order.Fields]
limit_price [Raw_order]
liquid_hours [Response.Contract_data.Fields]
liquid_hours [Response.Contract_data]
liquidation [Response.Execution.Fields]
liquidation [Response.Execution]
listed_on [Contract]	Returns the listing exchange of the underlying asset or None if unknown.
listing_exchange [Submit_order.Fields]
listing_exchange [Submit_order]
listing_exchange [Raw_contract.Fields]
listing_exchange [Raw_contract]
lo [Response.History.Data_frame.Fields]
lo [Response.History.Data_frame]
lo [Raw_bar.Fields]
lo [Raw_bar]
lo [Bar.Fields]
lo [Bar]
local_symbol [Submit_order.Fields]
local_symbol [Submit_order]
local_symbol [Raw_contract.Fields]
local_symbol [Raw_contract]
local_symbol [Contract]	Returns the local exchange of the underlying asset or None if unknown.
long_name [Response.Contract_data.Fields]
long_name [Response.Contract_data]
lower_stock_price_range [Submit_order.Fields]
lower_stock_price_range [Submit_order]
lower_stock_price_range [Raw_order.Fields]
lower_stock_price_range [Raw_order]
M
make_creator [Submit_order.Fields]
make_creator [Raw_order.Fields]
make_creator [Raw_contract.Fields]
make_creator [Raw_bar.Fields]
map [Submit_order.Fields]
map [Tws_prot.Unpickler]
map [Raw_order.Fields]
map [Raw_contract.Fields]
map [Raw_bar.Fields]
map_poly [Submit_order.Fields]
map_poly [Tws.Trade.Fields]
map_poly [Tws.Quote.Fields]
map_poly [Tws.Close.Fields]
map_poly [Response.History.Data_frame.Fields]
map_poly [Response.History.Fields]
map_poly [Response.Book_update.Fields]
map_poly [Response.Commission.Fields]
map_poly [Response.Execution.Fields]
map_poly [Response.Contract_data.Fields]
map_poly [Response.Position.Fields]
map_poly [Response.Account_update.Fields]
map_poly [Response.Order_status.Fields]
map_poly [Response.Tick_string.Fields]
map_poly [Response.Tick_option.Fields]
map_poly [Response.Tick_size.Fields]
map_poly [Response.Tick_price.Fields]
map_poly [Response.Tws_error.Fields]
map_poly [Raw_order.Fields]
map_poly [Raw_contract.Fields]
map_poly [Raw_bar.Fields]
map_poly [Bar.Fields]
market_data [Tws]	`market_data t contract` requests streaming market data from TWS for the given `contract`.
market_data_exn [Tws]	Same as `market_data`, but raises an exception instead of returning an `Error` explicitly.
market_data_query [Raw_contract.Unpickler_specs]
market_data_query [Raw_contract.Pickler_specs]
market_depth [Tws]
market_depth_exn [Tws]
market_depth_query [Raw_contract.Unpickler_specs]
market_depth_query [Raw_contract.Pickler_specs]
market_name [Response.Contract_data.Fields]
market_name [Response.Contract_data]
market_price [Response.Position.Fields]
market_price [Response.Position]
market_value [Response.Position.Fields]
market_value [Response.Position]
min_tick [Response.Contract_data.Fields]
min_tick [Response.Contract_data]
minimum_quantity [Submit_order.Fields]
minimum_quantity [Submit_order]
minimum_quantity [Raw_order.Fields]
minimum_quantity [Raw_order]
multiplier [Submit_order.Fields]
multiplier [Submit_order]
multiplier [Raw_contract.Fields]
multiplier [Raw_contract]
multiplier [Contract]	Returns the contract multiplier of a futures or option contract.
N
n_trades [Raw_bar.Fields]
n_trades [Raw_bar]
n_trades [Bar.Fields]
n_trades [Bar]
names [Submit_order.Fields]
names [Tws.Trade.Fields]
names [Tws.Quote.Fields]
names [Tws.Close.Fields]
names [Response.History.Data_frame.Fields]
names [Response.History.Fields]
names [Response.Book_update.Fields]
names [Response.Commission.Fields]
names [Response.Execution.Fields]
names [Response.Contract_data.Fields]
names [Response.Position.Fields]
names [Response.Account_update.Fields]
names [Response.Order_status.Fields]
names [Response.Tick_string.Fields]
names [Response.Tick_option.Fields]
names [Response.Tick_size.Fields]
names [Response.Tick_price.Fields]
names [Response.Tws_error.Fields]
names [Raw_order.Fields]
names [Raw_contract.Fields]
names [Raw_bar.Fields]
names [Bar.Fields]
nbbo_price_cap [Submit_order.Fields]
nbbo_price_cap [Submit_order]
nbbo_price_cap [Raw_order.Fields]
nbbo_price_cap [Raw_order]
not_held [Submit_order.Fields]
not_held [Submit_order]
not_held [Raw_order.Fields]
not_held [Raw_order]
num_bars [Response.History.Fields]
num_bars [Response.History]
O
oca_group_name [Submit_order.Fields]
oca_group_name [Submit_order]
oca_group_name [Raw_order.Fields]
oca_group_name [Raw_order]
oca_type [Submit_order.Fields]
oca_type [Submit_order]
oca_type [Raw_order.Fields]
oca_type [Raw_order]
of_raw [Raw_order_intf.S]
of_raw [Raw_contract_intf.S]
of_raw [Raw_bar_intf.S]
ok_exn [Tws_result]
op [Response.History.Data_frame.Fields]
op [Response.History.Data_frame]
op [Raw_bar.Fields]
op [Raw_bar]
op [Bar.Fields]
op [Bar]
open_close [Submit_order.Fields]
open_close [Submit_order]
open_close [Raw_order.Fields]
open_close [Raw_order]
operation [Response.Book_update.Fields]
operation [Response.Book_update]
opt_out_smart_routing [Submit_order.Fields]
opt_out_smart_routing [Submit_order]
opt_out_smart_routing [Raw_order.Fields]
opt_out_smart_routing [Raw_order]
option [Contract]	Creates a new option contract.
option_chain [Tws]	Requests an option chain for the given contract specifications and returns the chain as a list of option contracts or an `Error`.
option_chain_exn [Tws]	Same as `option_chain`, but raises an exception in case of an `Error`.
option_price [Tws]	`option_price t contract volatility price` asks TWS to calculate the option price for the given contract based on the given `volatility` and current `price` of the option's underlying.
option_price [Response.Tick_option.Fields]
option_price [Response.Tick_option]
option_price_exn [Tws]	Same as `option_price`, but raises an exception in case of an `Error`.
option_price_query [Raw_contract.Unpickler_specs]
option_right [Submit_order.Fields]
option_right [Submit_order]
option_right [Raw_contract.Fields]
option_right [Raw_contract]
option_right [Contract]	Returns the right (Put or Call) of an option contract.
optional [Tws_prot.Unpickler.Spec]
optional [Tws_prot.Pickler.Spec]
optional_with_default [Tws_prot.Unpickler.Spec]
order_id [Response.Execution.Fields]
order_id [Response.Execution]
order_id [Raw_order.Fields]
order_id [Raw_order]
order_kind [Submit_order.Fields]
order_kind [Submit_order]
order_ref [Submit_order.Fields]
order_ref [Submit_order]
order_ref [Response.Execution.Fields]
order_ref [Response.Execution]
order_ref [Raw_order.Fields]
order_ref [Raw_order]
order_type [Raw_order.Fields]
order_type [Raw_order]
order_type [Order]
order_types [Response.Contract_data.Fields]
order_types [Response.Contract_data]
origin [Submit_order.Fields]
origin [Submit_order]
origin [Raw_order.Fields]
origin [Raw_order]
outside_regular_trading_hours [Submit_order.Fields]
outside_regular_trading_hours [Submit_order]
outside_regular_trading_hours [Raw_order.Fields]
outside_regular_trading_hours [Raw_order]
override_percentage_constraints [Submit_order.Fields]
override_percentage_constraints [Submit_order]
override_percentage_constraints [Raw_order.Fields]
override_percentage_constraints [Raw_order]
P
parent_id [Submit_order.Fields]
parent_id [Submit_order]
parent_id [Response.Order_status.Fields]
parent_id [Response.Order_status]
parent_id [Raw_order.Fields]
parent_id [Raw_order]
percent_offset [Submit_order.Fields]
percent_offset [Submit_order]
percent_offset [Raw_order.Fields]
percent_offset [Raw_order]
permanent_id [Response.Execution.Fields]
permanent_id [Response.Execution]
permanent_id [Response.Order_status.Fields]
permanent_id [Response.Order_status]
pickler [Submit_order]
pickler [Response_intf.S]
pickler [Pickable.S]
pickler_spec [Raw_bar.Realtime_bar]
pickler_spec [Raw_bar.Historical_bar]
portfolio [Tws]
portfolio_exn [Tws]
position [Response.Book_update.Fields]
position [Response.Book_update]
position_response [Raw_contract.Unpickler_specs]
position_response [Raw_contract.Pickler_specs]
pp [Tws.Trade]
pp [Tws.TAQ]
pp [Tws.Quote]
pp [Tws.Market_data]
pp [Response.Execution]
pp [Response.Tick_string]
pp [Response.Tick_option]
pp [Response.Tick_size]
pp [Response.Tick_price]
pp [Bar]	Pretty printer for bars.
price [Tws.Trade.Fields]
price [Tws.Trade]
price [Tws.Close.Fields]
price [Tws.Close]
price [Response.Book_update.Fields]
price [Response.Book_update]
price [Response.Execution.Fields]
price [Response.Execution]
price [Response.Tick_price.Fields]
price [Response.Tick_price]
price_magnifier [Response.Contract_data.Fields]
price_magnifier [Response.Contract_data]
pv_dividend [Response.Tick_option.Fields]
pv_dividend [Response.Tick_option]
Q
quantity [Submit_order.Fields]
quantity [Submit_order]
quantity [Raw_order.Fields]
quantity [Raw_order]
quantity [Order]
quotes [Tws]
quotes_exn [Tws]
R
raise [Response.Tws_error]
raw_tws_of_sexp [Tws_prot]
realized_pnl [Response.Commission.Fields]
realized_pnl [Response.Commission]
realized_pnl [Response.Position.Fields]
realized_pnl [Response.Position]
realtime_bars [Tws]
realtime_bars_exn [Tws]
realtime_bars_query [Raw_contract.Unpickler_specs]
realtime_bars_query [Raw_contract.Pickler_specs]
reference_price_type [Submit_order.Fields]
reference_price_type [Submit_order]
reference_price_type [Raw_order.Fields]
reference_price_type [Raw_order]
regular_trading_times [Response.Contract_data]
remaining [Response.Order_status.Fields]
remaining [Response.Order_status]
req_account_updates [Tws_reqs]
req_contract_details [Tws_reqs]
req_executions [Tws_reqs]
req_history [Tws_reqs]
req_implied_volatility [Tws_reqs]
req_market_data [Tws_reqs]
req_market_depth [Tws_reqs]
req_option_price [Tws_reqs]
req_portfolio [Tws_reqs]
req_realtime_bars [Tws_reqs]
req_server_time [Tws_reqs]
req_snapshot [Tws_reqs]
req_submit_order [Tws_reqs]
req_taq_data [Tws_reqs]
request_pre_trade_information [Submit_order.Fields]
request_pre_trade_information [Submit_order]
request_pre_trade_information [Raw_order.Fields]
request_pre_trade_information [Raw_order]
required [Tws_prot.Unpickler.Spec]
required [Tws_prot.Pickler.Spec]
return [Response.Position]	`return position` calculates the return of a portfolio `position`, ie sign(position) * (market_value / (average_cost * position) - 1)
ric [Security_id]
rule80A [Submit_order.Fields]
rule80A [Submit_order]
rule80A [Raw_order.Fields]
rule80A [Raw_order]
run [Tws_prot.Unpickler]
run [Tws_prot.Pickler]
run_exn [Tws_prot.Unpickler]
S
scale_auto_reset [Raw_order.Fields]
scale_auto_reset [Raw_order]
scale_init_fill_quantity [Raw_order.Fields]
scale_init_fill_quantity [Raw_order]
scale_init_position [Raw_order.Fields]
scale_init_position [Raw_order]
scale_initial_level_size [Submit_order.Fields]
scale_initial_level_size [Submit_order]
scale_initial_level_size [Raw_order.Fields]
scale_initial_level_size [Raw_order]
scale_price_adjust_interval [Raw_order.Fields]
scale_price_adjust_interval [Raw_order]
scale_price_adjust_value [Raw_order.Fields]
scale_price_adjust_value [Raw_order]
scale_price_increment [Submit_order.Fields]
scale_price_increment [Submit_order]
scale_price_increment [Raw_order.Fields]
scale_price_increment [Raw_order]
scale_profit_offset [Raw_order.Fields]
scale_profit_offset [Raw_order]
scale_random_percent [Raw_order.Fields]
scale_random_percent [Raw_order]
scale_subsequent_level_size [Submit_order.Fields]
scale_subsequent_level_size [Submit_order]
scale_subsequent_level_size [Raw_order.Fields]
scale_subsequent_level_size [Raw_order]
sec_id [Submit_order.Fields]
sec_id [Submit_order]
sec_id [Security_id]
sec_id [Raw_contract.Fields]
sec_id [Raw_contract]
sec_id [Contract]	Returns the security ID of the underlying asset or None if unknown.
sec_id_type [Submit_order.Fields]
sec_id_type [Submit_order]
sec_id_type [Security_id]
sec_id_type [Raw_contract.Fields]
sec_id_type [Raw_contract]
sec_type [Submit_order.Fields]
sec_type [Submit_order]
sec_type [Raw_contract.Fields]
sec_type [Raw_contract]
sec_type [Contract]	The underlying asset belongs to the returned security type.
sedol [Security_id]
sell_limit [Order]
sell_market [Order]
sequence [Tws_prot.Unpickler.Spec]
sequence [Tws_prot.Pickler.Spec]
server_time [Tws]	`server_time t` returns the current time from the TWS server or an `Error`.
server_time_exn [Tws]	Same as `server_time`, but raises an exception if an `Error` was returned.
server_version [Tws]	`server_version t` returns the version of the TWS server upon successful connection of the TWS client `t`, otherwise `None` is returned.
server_version [Config]
set_server_log_level [Tws]	`set_server_log_level level` sets the log entry detail `level` of the TWS software when processing API requests.
set_server_log_level [Ib.Connection]
settling_firm [Submit_order.Fields]
settling_firm [Submit_order]
settling_firm [Raw_order.Fields]
settling_firm [Raw_order]
sexp_of_raw_tws [Tws_prot]
sexp_of_t [Tick_type]
sexp_of_t [Submit_order]
sexp_of_t [Trading_times]
sexp_of_t [Tws.Trade]
sexp_of_t [Tws.TAQ]
sexp_of_t [Tws.Quote.Change]
sexp_of_t [Tws.Quote]
sexp_of_t [Tws.Market_data]
sexp_of_t [Tws.Close]
sexp_of_t [Send_tag]
sexp_of_t [Security_type]
sexp_of_t [Security_id.Id]
sexp_of_t [Security_id.Type]
sexp_of_t [Security_id]
sexp_of_t [Response.Realtime_bar]
sexp_of_t [Response.History.Data_frame]
sexp_of_t [Response.History]
sexp_of_t [Response.Book_update.Side]
sexp_of_t [Response.Book_update.Operation]
sexp_of_t [Response.Book_update]
sexp_of_t [Response.Commission]
sexp_of_t [Response.Execution.Side]
sexp_of_t [Response.Execution]
sexp_of_t [Response.Contract_data]
sexp_of_t [Response.Position]
sexp_of_t [Response.Account_update]
sexp_of_t [Response.Order_status.State]
sexp_of_t [Response.Order_status]
sexp_of_t [Response.Tick_string.Type]
sexp_of_t [Response.Tick_string]
sexp_of_t [Response.Tick_option.Type]
sexp_of_t [Response.Tick_option]
sexp_of_t [Response.Tick_size.Type]
sexp_of_t [Response.Tick_size]
sexp_of_t [Response.Tick_price.Type]
sexp_of_t [Response.Tick_price]
sexp_of_t [Response.Server_time]
sexp_of_t [Response.Tws_error]
sexp_of_t [Recv_tag]
sexp_of_t [Raw_order.Clearing_intent]
sexp_of_t [Raw_order.Hedge_type]
sexp_of_t [Raw_order.Reference_price_type]
sexp_of_t [Raw_order.Volatility_type]
sexp_of_t [Raw_order.Auction_strategy]
sexp_of_t [Raw_order.Origin]
sexp_of_t [Raw_order.Open_close]
sexp_of_t [Raw_order.Rule80A]
sexp_of_t [Raw_order.Stop_trigger_method]
sexp_of_t [Raw_order.Oca_type]
sexp_of_t [Raw_order.Time_in_force]
sexp_of_t [Raw_order]
sexp_of_t [Raw_contract]
sexp_of_t [Raw_bar]
sexp_of_t [Query.Realtime_bars]
sexp_of_t [Query.History.Tick_type]
sexp_of_t [Query.History]
sexp_of_t [Query.Market_depth]
sexp_of_t [Query.Contract_details]
sexp_of_t [Query.Executions]
sexp_of_t [Query.Positions]
sexp_of_t [Query.Account_updates]
sexp_of_t [Query.Submit_order]
sexp_of_t [Query.Implied_volatility]
sexp_of_t [Query.Option_price]
sexp_of_t [Query.Market_data]
sexp_of_t [Query.Server_time]
sexp_of_t [Query.Server_log_level.Level]
sexp_of_t [Query.Server_log_level]
sexp_of_t [Order_type]
sexp_of_t [Order_action]
sexp_of_t [Order]
sexp_of_t [Option_right]
sexp_of_t [Ib.Connection.Handshake_result]
sexp_of_t [Exchange]
sexp_of_t [Currency]
sexp_of_t [Contract]	A contract belonging to a security type like stock, futures, option etc.
sexp_of_t [Bar_span]
sexp_of_t [Bar_size]
sexp_of_t [Bar]
shares_allocation [Submit_order.Fields]
shares_allocation [Submit_order]
short_sale_slot [Submit_order.Fields]
short_sale_slot [Submit_order]
short_sale_slot [Raw_order.Fields]
short_sale_slot [Raw_order]
side [Response.Book_update.Fields]
side [Response.Book_update]
side [Response.Execution.Fields]
side [Response.Execution]
size [Tws.Trade.Fields]
size [Tws.Trade]
size [Response.Book_update.Fields]
size [Response.Book_update]
size [Response.Position.Fields]
size [Response.Position]
size [Response.Tick_size.Fields]
size [Response.Tick_size]
size [Response.Tick_price.Fields]
size [Response.Tick_price]
skipped [Tws_prot.Pickler.Spec]
skipped_if_none [Tws_prot.Pickler.Spec]
stamp [Tws_prot.Unpickler.Spec]
stamp [Tws_prot.Pickler.Spec]
stamp [Tws.Trade.Fields]
stamp [Tws.Trade]
stamp [Tws.Quote.Fields]
stamp [Tws.Quote]
stamp [Tws.Close.Fields]
stamp [Tws.Close]
stamp [Raw_bar.Fields]
stamp [Raw_bar]
stamp [Bar.Fields]
stamp [Bar]
stamps [Response.History.Data_frame.Fields]
stamps [Response.History.Data_frame]
start [Trading_times]
start [Response.History.Fields]
start [Response.History]
start_exn [Trading_times]
starting_price [Submit_order.Fields]
starting_price [Submit_order]
starting_price [Raw_order.Fields]
starting_price [Raw_order]
state [Tws]	`state t` returns the connection of the TWS client `t`.
state [Response.Order_status.Fields]
state [Response.Order_status]
step [Tws_prot.Unpickler.Spec]
stock [Contract]	Creates a new stock contract.
stock_reference_price [Submit_order.Fields]
stock_reference_price [Submit_order]
stock_reference_price [Raw_order.Fields]
stock_reference_price [Raw_order]
stop [Trading_times]
stop [Response.History.Fields]
stop [Response.History]
stop_exn [Trading_times]
stop_price [Submit_order.Fields]
stop_price [Submit_order]
stop_price [Raw_order.Fields]
stop_price [Raw_order]
stop_trigger_method [Submit_order.Fields]
stop_trigger_method [Submit_order]
stop_trigger_method [Raw_order.Fields]
stop_trigger_method [Raw_order]
strike [Submit_order.Fields]
strike [Submit_order]
strike [Raw_contract.Fields]
strike [Raw_contract]
strike [Contract]	Returns the strike price of an option contract.
string [Tws_prot.Unpickler.Spec]
string [Tws_prot.Pickler.Spec]
subcategory [Response.Contract_data.Fields]
subcategory [Response.Contract_data]
submit_order [Tws]
submit_order_exn [Tws]
sweep_to_fill [Submit_order.Fields]
sweep_to_fill [Submit_order]
sweep_to_fill [Raw_order.Fields]
sweep_to_fill [Raw_order]
symbol [Submit_order.Fields]
symbol [Submit_order]
symbol [Raw_contract.Fields]
symbol [Raw_contract]
symbol [Contract]	Returns the symbol of the underlying asset.
T
t_of_sexp [Tick_type]
t_of_sexp [Submit_order]
t_of_sexp [Trading_times]
t_of_sexp [Tws.Trade]
t_of_sexp [Tws.TAQ]
t_of_sexp [Tws.Quote.Change]
t_of_sexp [Tws.Quote]
t_of_sexp [Tws.Market_data]
t_of_sexp [Tws.Close]
t_of_sexp [Send_tag]
t_of_sexp [Security_type]
t_of_sexp [Security_id.Id]
t_of_sexp [Security_id.Type]
t_of_sexp [Security_id]
t_of_sexp [Response.Realtime_bar]
t_of_sexp [Response.History.Data_frame]
t_of_sexp [Response.History]
t_of_sexp [Response.Book_update.Side]
t_of_sexp [Response.Book_update.Operation]
t_of_sexp [Response.Book_update]
t_of_sexp [Response.Commission]
t_of_sexp [Response.Execution.Side]
t_of_sexp [Response.Execution]
t_of_sexp [Response.Contract_data]
t_of_sexp [Response.Position]
t_of_sexp [Response.Account_update]
t_of_sexp [Response.Order_status.State]
t_of_sexp [Response.Order_status]
t_of_sexp [Response.Tick_string.Type]
t_of_sexp [Response.Tick_string]
t_of_sexp [Response.Tick_option.Type]
t_of_sexp [Response.Tick_option]
t_of_sexp [Response.Tick_size.Type]
t_of_sexp [Response.Tick_size]
t_of_sexp [Response.Tick_price.Type]
t_of_sexp [Response.Tick_price]
t_of_sexp [Response.Server_time]
t_of_sexp [Response.Tws_error]
t_of_sexp [Recv_tag]
t_of_sexp [Raw_order.Clearing_intent]
t_of_sexp [Raw_order.Hedge_type]
t_of_sexp [Raw_order.Reference_price_type]
t_of_sexp [Raw_order.Volatility_type]
t_of_sexp [Raw_order.Auction_strategy]
t_of_sexp [Raw_order.Origin]
t_of_sexp [Raw_order.Open_close]
t_of_sexp [Raw_order.Rule80A]
t_of_sexp [Raw_order.Stop_trigger_method]
t_of_sexp [Raw_order.Oca_type]
t_of_sexp [Raw_order.Time_in_force]
t_of_sexp [Raw_order]
t_of_sexp [Raw_contract]
t_of_sexp [Raw_bar]
t_of_sexp [Query.Realtime_bars]
t_of_sexp [Query.History.Tick_type]
t_of_sexp [Query.History]
t_of_sexp [Query.Market_depth]
t_of_sexp [Query.Contract_details]
t_of_sexp [Query.Executions]
t_of_sexp [Query.Positions]
t_of_sexp [Query.Account_updates]
t_of_sexp [Query.Submit_order]
t_of_sexp [Query.Implied_volatility]
t_of_sexp [Query.Option_price]
t_of_sexp [Query.Market_data]
t_of_sexp [Query.Server_time]
t_of_sexp [Query.Server_log_level.Level]
t_of_sexp [Query.Server_log_level]
t_of_sexp [Order_type]
t_of_sexp [Order_action]
t_of_sexp [Order]
t_of_sexp [Option_right]
t_of_sexp [Ib.Connection.Handshake_result]
t_of_sexp [Exchange]
t_of_sexp [Currency]
t_of_sexp [Contract]
t_of_sexp [Bar_span]
t_of_sexp [Bar_size]
t_of_sexp [Bar]
t_of_tws [Twsable.S]
t_of_tws [Raw_order.Clearing_intent]
t_of_tws [Raw_order.Hedge_type]
t_of_tws [Raw_order.Reference_price_type]
t_of_tws [Raw_order.Volatility_type]
t_of_tws [Raw_order.Auction_strategy]
t_of_tws [Raw_order.Origin]
t_of_tws [Raw_order.Open_close]
t_of_tws [Raw_order.Rule80A]
t_of_tws [Raw_order.Stop_trigger_method]
t_of_tws [Raw_order.Oca_type]
t_of_tws [Raw_order.Time_in_force]
taq_data [Tws]
taq_data_exn [Tws]
theta [Response.Tick_option.Fields]
theta [Response.Tick_option]
tick_type [Response.Tick_string.Fields]
tick_type [Response.Tick_string]
tick_type [Response.Tick_option.Fields]
tick_type [Response.Tick_option]
tick_type [Response.Tick_size.Fields]
tick_type [Response.Tick_size]
tick_type [Response.Tick_price.Fields]
tick_type [Response.Tick_price]
time [Tws_prot.Unpickler.Spec]
time [Tws_prot.Pickler.Spec]
time [Response.Execution.Fields]
time [Response.Execution]
time_in_force [Submit_order.Fields]
time_in_force [Submit_order]
time_in_force [Raw_order.Fields]
time_in_force [Raw_order]
time_zone [Response.Contract_data.Fields]
time_zone [Response.Contract_data]
to_error [Response.Tws_error]
to_exn [Response.Tws_error]
to_list [Submit_order.Fields]
to_list [Tws.Trade.Fields]
to_list [Tws.Quote.Fields]
to_list [Tws.Close.Fields]
to_list [Response.History.Data_frame.Fields]
to_list [Response.History.Fields]
to_list [Response.Book_update.Fields]
to_list [Response.Commission.Fields]
to_list [Response.Execution.Fields]
to_list [Response.Contract_data.Fields]
to_list [Response.Position.Fields]
to_list [Response.Account_update.Fields]
to_list [Response.Order_status.Fields]
to_list [Response.Tick_string.Fields]
to_list [Response.Tick_option.Fields]
to_list [Response.Tick_size.Fields]
to_list [Response.Tick_price.Fields]
to_list [Response.Tws_error.Fields]
to_list [Raw_order.Fields]
to_list [Raw_contract.Fields]
to_list [Raw_bar.Fields]
to_list [Bar.Fields]
to_raw [Raw_order_intf.S]
to_raw [Raw_contract_intf.S]
to_raw [Raw_bar_intf.S]
to_span [Bar_size]	`to_span t` converts the bar size specification into a time span.
to_string [Contract]
to_string_hum [Response.Tws_error]
total_pnl [Response.Position]
trades [Tws]
trades_exn [Tws]
trading_class [Response.Contract_data.Fields]
trading_class [Response.Contract_data]
trading_hours [Response.Contract_data.Fields]
trading_hours [Response.Contract_data]
trailing_percent [Submit_order.Fields]
trailing_percent [Submit_order]
trailing_percent [Raw_order.Fields]
trailing_percent [Raw_order]
trailing_stop_price [Submit_order.Fields]
trailing_stop_price [Submit_order]
trailing_stop_price [Raw_order.Fields]
trailing_stop_price [Raw_order]
transmit [Submit_order.Fields]
transmit [Submit_order]
transmit [Raw_order.Fields]
transmit [Raw_order]
try_connect [Ib.Connection]
tws_data [Tws_prot.Pickler.Spec]
tws_of_t [Twsable.S]
tws_of_t [Raw_order.Clearing_intent]
tws_of_t [Raw_order.Hedge_type]
tws_of_t [Raw_order.Reference_price_type]
tws_of_t [Raw_order.Volatility_type]
tws_of_t [Raw_order.Auction_strategy]
tws_of_t [Raw_order.Origin]
tws_of_t [Raw_order.Open_close]
tws_of_t [Raw_order.Rule80A]
tws_of_t [Raw_order.Stop_trigger_method]
tws_of_t [Raw_order.Oca_type]
tws_of_t [Raw_order.Time_in_force]
U
under_price [Response.Tick_option.Fields]
under_price [Response.Tick_option]
underlying [Contract]	Returns the underlying stock or futures contract of an option.
underlying_combo [Submit_order.Fields]
underlying_combo [Submit_order]
underlying_id [Response.Contract_data.Fields]
underlying_id [Response.Contract_data]
unit [Tws_prot.Unpickler.Spec]
unit [Tws_prot.Pickler.Spec]
unpack_bars [Response.History]	`unpack_bars t` unpacks bars into a data frame that stores prices and volumes in its columns.
unpickler [Unpickable.S]
unpickler [Submit_order]
unpickler [Query_intf.S]
unpickler_spec [Raw_bar.Realtime_bar]
unpickler_spec [Raw_bar.Historical_bar]
unrealized_pnl [Response.Position.Fields]
unrealized_pnl [Response.Position]
upper_stock_price_range [Submit_order.Fields]
upper_stock_price_range [Submit_order]
upper_stock_price_range [Raw_order.Fields]
upper_stock_price_range [Raw_order]
V
val_type [Twsable.S]
val_type [Raw_order.Clearing_intent]
val_type [Raw_order.Hedge_type]
val_type [Raw_order.Reference_price_type]
val_type [Raw_order.Volatility_type]
val_type [Raw_order.Auction_strategy]
val_type [Raw_order.Origin]
val_type [Raw_order.Open_close]
val_type [Raw_order.Rule80A]
val_type [Raw_order.Stop_trigger_method]
val_type [Raw_order.Oca_type]
val_type [Raw_order.Time_in_force]
valid_exchanges [Response.Contract_data.Fields]
valid_exchanges [Response.Contract_data]
value [Tws_prot.Unpickler.Spec]
value [Tws_prot.Pickler.Spec]
value [Response.Account_update.Fields]
value [Response.Account_update]
value [Response.Tick_string.Fields]
value [Response.Tick_string]
vega [Response.Tick_option.Fields]
vega [Response.Tick_option]
vo [Response.History.Data_frame.Fields]
vo [Response.History.Data_frame]
vo [Raw_bar.Fields]
vo [Raw_bar]
vo [Bar.Fields]
vo [Bar]
volatility [Submit_order.Fields]
volatility [Submit_order]
volatility [Raw_order.Fields]
volatility [Raw_order]
volatility_type [Submit_order.Fields]
volatility_type [Submit_order]
volatility_type [Raw_order.Fields]
volatility_type [Raw_order]
volume [Response.Execution.Fields]
volume [Response.Execution]
W
wap [Raw_bar.Fields]
wap [Raw_bar]
wap [Bar.Fields]
wap [Bar]
why_held [Response.Order_status.Fields]
why_held [Response.Order_status]
with_client [Tws]	`with_client ~host ~port ~on_handler_error handler` connects to the TWS software on (`host`, `port`) and runs the `handler` until an exception is raised or the returned `Deferred.t` is determined.
with_client_or_error [Tws]	Same as `with_client`, but returns an `Error` if the connection was not successful or an exception was raised in the handler.
wrap [Tws_prot.Pickler.Spec]
wrap_bar_spec [Raw_bar]
wrap_contract_spec [Raw_contract.Pickler_specs]
Y
yield [Response.Commission.Fields]
yield [Response.Commission]
yield_redemption_date [Response.Commission.Fields]
yield_redemption_date [Response.Commission]
Z
zone [Tws_prot.Unpickler.Spec]
zone [Tws_prot.Pickler.Spec]